Bayesian variable selection in linear regression

MaRDI QIDQ1733296zbMATH OpenFDO

Authors Gilles Celeux, Jean-Michel Marin, Christian P. Robert Robert

Publication date 21 March 2019

Published in Journal de la Société Française de Statistique (Search for Journal in Brave)

zbMATH Keywords

linear regression modelhierarchical modelsGibbs samplingBayesian variable selectioncompatible priorsZellner \(G\)-prior

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10)

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Cited in

(24)

• Bayesian variable selection for linear models using I-priors
• Objective Bayesian variable selection in linear regression model
• Bayesian hypothesis testing for selected regression coefficients
• Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
• Fully Bayes factors with a generalized g-prior
• A study of variable selection using \(g\)-prior distribution with ridge parameter
• Bayesian gamma processes for optimizing condition-based maintenance under uncertainty
• A loss-based prior for variable selection in linear regression methods
• Comparison of Bayesian objective procedures for variable selection in linear regression
• scientific article; zbMATH DE number 5927243 (Why is no real title available?)
• Discussion of: ``Specifying prior distributions in reliability applications: towards new formal rules for informative prior elicitation?
• Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation
• scientific article; zbMATH DE number 2020781 (Why is no real title available?)
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• Bayesian model selection for a linear model with grouped covariates
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• Bayesian Variable Selection in Linear Regression
• Optimal compromise between incompatible conditional probability distributions, with application to objective Bayesian kriging
• Bayesian variable selection with spherically symmetric priors
• Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation
• A novel Bayesian approach for variable selection in linear regression models
• scientific article; zbMATH DE number 1983953 (Why is no real title available?)
• Bayesian variable selection using an adaptive powered correlation prior
• A two-component \(G\)-prior for variable selection

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